+1,857.3%
UMC vs ILMN
+25.5%
+1,831.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.7% |
| 7D | +13.6% | -3.9% | +17.5% | +14.6% |
| 30D | +20.8% | +6.9% | +13.9% | +18.2% |
| 3M | +16.1% | +28.1% | -12.0% | +8.7% |
| 6M | +137.3% | +65.0% | +72.3% | +107.7% |
| YTD | +193.8% | +56.3% | +137.5% | +160.1% |
| 1Y | +236.1% | +108.7% | +127.4% | +173.8% |
| 3Y | +267.1% | +33.1% | +234.0% | +222.2% |
| 5Y | +145.3% | -54.1% | +199.4% | +176.0% |
| 10Y | +1,857.3% | +27.8% | +1,829.5% | +1,755.1% |
| All | +1,857.3% | +25.5% | +1,831.9% | +1,755.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling